You can take the view that it's not a bug (with some justification), but a few lines in the cmd docs would make all the difference in terms of wasted time.

I have now abandoned my Windows port and suggested users install WSL2 instead which is the easiest way forward for me, but it'd be nice to have known from the start that portions of cmd functionality are not available for Win32 instead of the indirect references via readline.  You could throw us a bone here.